| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,730.10 |
2,726.27 |
-3.83 |
-0.1% |
2,770.70 |
| High |
2,731.25 |
2,737.28 |
6.03 |
0.2% |
2,782.86 |
| Low |
2,700.32 |
2,715.47 |
15.15 |
0.6% |
2,700.32 |
| Close |
2,711.51 |
2,737.28 |
25.77 |
1.0% |
2,737.28 |
| Range |
30.93 |
21.81 |
-9.12 |
-29.5% |
82.54 |
| ATR |
27.90 |
27.75 |
-0.15 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,795.44 |
2,788.17 |
2,749.28 |
|
| R3 |
2,773.63 |
2,766.36 |
2,743.28 |
|
| R2 |
2,751.82 |
2,751.82 |
2,741.28 |
|
| R1 |
2,744.55 |
2,744.55 |
2,739.28 |
2,748.19 |
| PP |
2,730.01 |
2,730.01 |
2,730.01 |
2,731.83 |
| S1 |
2,722.74 |
2,722.74 |
2,735.28 |
2,726.38 |
| S2 |
2,708.20 |
2,708.20 |
2,733.28 |
|
| S3 |
2,686.39 |
2,700.93 |
2,731.28 |
|
| S4 |
2,664.58 |
2,679.12 |
2,725.28 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,987.77 |
2,945.07 |
2,782.68 |
|
| R3 |
2,905.23 |
2,862.53 |
2,759.98 |
|
| R2 |
2,822.69 |
2,822.69 |
2,752.41 |
|
| R1 |
2,779.99 |
2,779.99 |
2,744.85 |
2,760.07 |
| PP |
2,740.15 |
2,740.15 |
2,740.15 |
2,730.20 |
| S1 |
2,697.45 |
2,697.45 |
2,729.71 |
2,677.53 |
| S2 |
2,657.61 |
2,657.61 |
2,722.15 |
|
| S3 |
2,575.07 |
2,614.91 |
2,714.58 |
|
| S4 |
2,492.53 |
2,532.37 |
2,691.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,782.86 |
2,700.32 |
82.54 |
3.0% |
26.91 |
1.0% |
45% |
False |
False |
|
| 10 |
2,783.19 |
2,700.32 |
82.87 |
3.0% |
21.53 |
0.8% |
45% |
False |
False |
|
| 20 |
2,783.19 |
2,700.32 |
82.87 |
3.0% |
24.34 |
0.9% |
45% |
False |
False |
|
| 40 |
2,783.19 |
2,598.57 |
184.62 |
6.7% |
24.61 |
0.9% |
75% |
False |
False |
|
| 60 |
2,783.19 |
2,598.57 |
184.62 |
6.7% |
26.26 |
1.0% |
75% |
False |
False |
|
| 80 |
2,783.19 |
2,494.38 |
288.81 |
10.6% |
28.11 |
1.0% |
84% |
False |
False |
|
| 100 |
2,845.97 |
2,494.38 |
351.59 |
12.8% |
29.11 |
1.1% |
69% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.0% |
28.71 |
1.0% |
63% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,829.97 |
|
2.618 |
2,794.38 |
|
1.618 |
2,772.57 |
|
1.000 |
2,759.09 |
|
0.618 |
2,750.76 |
|
HIGH |
2,737.28 |
|
0.618 |
2,728.95 |
|
0.500 |
2,726.38 |
|
0.382 |
2,723.80 |
|
LOW |
2,715.47 |
|
0.618 |
2,701.99 |
|
1.000 |
2,693.66 |
|
1.618 |
2,680.18 |
|
2.618 |
2,658.37 |
|
4.250 |
2,622.78 |
|
|